NYMEX Light Sweet Crude Oil Future March 2015
| Trading Metrics calculated at close of trading on 29-Dec-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2014 |
29-Dec-2014 |
Change |
Change % |
Previous Week |
| Open |
56.25 |
55.45 |
-0.80 |
-1.4% |
58.19 |
| High |
56.96 |
56.12 |
-0.84 |
-1.5% |
58.88 |
| Low |
54.91 |
53.33 |
-1.58 |
-2.9% |
54.91 |
| Close |
55.13 |
54.03 |
-1.10 |
-2.0% |
55.13 |
| Range |
2.05 |
2.79 |
0.74 |
36.1% |
3.97 |
| ATR |
2.85 |
2.84 |
0.00 |
-0.1% |
0.00 |
| Volume |
28,967 |
21,430 |
-7,537 |
-26.0% |
210,876 |
|
| Daily Pivots for day following 29-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
62.86 |
61.24 |
55.56 |
|
| R3 |
60.07 |
58.45 |
54.80 |
|
| R2 |
57.28 |
57.28 |
54.54 |
|
| R1 |
55.66 |
55.66 |
54.29 |
55.08 |
| PP |
54.49 |
54.49 |
54.49 |
54.20 |
| S1 |
52.87 |
52.87 |
53.77 |
52.29 |
| S2 |
51.70 |
51.70 |
53.52 |
|
| S3 |
48.91 |
50.08 |
53.26 |
|
| S4 |
46.12 |
47.29 |
52.50 |
|
|
| Weekly Pivots for week ending 26-Dec-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
68.22 |
65.64 |
57.31 |
|
| R3 |
64.25 |
61.67 |
56.22 |
|
| R2 |
60.28 |
60.28 |
55.86 |
|
| R1 |
57.70 |
57.70 |
55.49 |
57.01 |
| PP |
56.31 |
56.31 |
56.31 |
55.96 |
| S1 |
53.73 |
53.73 |
54.77 |
53.04 |
| S2 |
52.34 |
52.34 |
54.40 |
|
| S3 |
48.37 |
49.76 |
54.04 |
|
| S4 |
44.40 |
45.79 |
52.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
58.88 |
53.33 |
5.55 |
10.3% |
2.54 |
4.7% |
13% |
False |
True |
46,461 |
| 10 |
59.53 |
53.33 |
6.20 |
11.5% |
3.29 |
6.1% |
11% |
False |
True |
63,414 |
| 20 |
69.74 |
53.33 |
16.41 |
30.4% |
2.92 |
5.4% |
4% |
False |
True |
58,028 |
| 40 |
80.75 |
53.33 |
27.42 |
50.7% |
2.60 |
4.8% |
3% |
False |
True |
48,019 |
| 60 |
88.45 |
53.33 |
35.12 |
65.0% |
2.44 |
4.5% |
2% |
False |
True |
44,189 |
| 80 |
93.22 |
53.33 |
39.89 |
73.8% |
2.20 |
4.1% |
2% |
False |
True |
38,999 |
| 100 |
95.56 |
53.33 |
42.23 |
78.2% |
1.97 |
3.6% |
2% |
False |
True |
33,342 |
| 120 |
98.49 |
53.33 |
45.16 |
83.6% |
1.80 |
3.3% |
2% |
False |
True |
29,539 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67.98 |
|
2.618 |
63.42 |
|
1.618 |
60.63 |
|
1.000 |
58.91 |
|
0.618 |
57.84 |
|
HIGH |
56.12 |
|
0.618 |
55.05 |
|
0.500 |
54.73 |
|
0.382 |
54.40 |
|
LOW |
53.33 |
|
0.618 |
51.61 |
|
1.000 |
50.54 |
|
1.618 |
48.82 |
|
2.618 |
46.03 |
|
4.250 |
41.47 |
|
|
| Fisher Pivots for day following 29-Dec-2014 |
| Pivot |
1 day |
3 day |
| R1 |
54.73 |
55.42 |
| PP |
54.49 |
54.95 |
| S1 |
54.26 |
54.49 |
|